So I decided to start publishing links I’ve collected recently, to share them with you. For the time being, I’ll just include a short description, and add whatever commentary I want.

I arbitrarily decided start the numbering at 100. It reminds me of introductory classes in college. It doesn’t really mean anything, other than the fact that I’m start to associate emotionally with numbers, which probably isn’t a good sign in terms of my sanity. If you find any of the links to actually be useful, do let me know in the comments.

Obligatory quant research link to get the blood pumping: Advances in Cointegration and Subset Correlation Hedging Methods